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相关论文: A goodness-of-fit test for the Zeta distribution w…

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The discrete Pareto (or Zeta, Zipf) distribution, arises naturally in modeling rank-frequency data across diverse fields such as linguistics, demography, biology, and computer science. Despite its widespread applicability, goodness-of-fit…

统计方法学 · 统计学 2026-05-08 Deepesh Bhati , Bruno Ebner , Sakshi Khandelwal

This paper formally derives the asymptotic distribution of a goodness-of-fit test based on the Kernel Stein Discrepancy introduced in (Oscar Key et al., "Composite Goodness-of-fit Tests with Kernels", Journal of Machine Learning Research…

统计理论 · 数学 2026-02-24 Florian Brück , Veronika Reimoser , Fabian Baier

A goodness-of-fit test for one-parameter count distributions with finite second moment is proposed. The test statistic is derived from the $L^1$ distance of a function of the probability generating function of the model under the null…

We propose a class of weighted $L_2$-type tests of fit to the Gamma distribution. Our novel procedure is based on a fixed point property of a new transformation connected to a Steinian characterization of the family of Gamma distributions.…

统计方法学 · 统计学 2020-02-25 Steffen Betsch , Bruno Ebner

Two new goodness of fit tests for the Pareto type-I distribution for complete and right censored data are proposed using fixed point characterization based on Steins type identity. The asymptotic distributions of the test statistics under…

统计方法学 · 统计学 2024-08-30 Avhad Ganesh Vishnu , Ananya Lahiri , Sudheesh K. Kattumannil

In this work, the distributional properties of the goodness-of-fit term in likelihood-based information criteria are explored. These properties are then leveraged to construct a novel goodness-of-fit test for normal linear regression models…

统计方法学 · 统计学 2023-09-20 Scott H. Koeneman , Joseph E. Cavanaugh

We propose a nonparametric statistical test for goodness-of-fit: given a set of samples, the test determines how likely it is that these were generated from a target density function. The measure of goodness-of-fit is a divergence…

机器学习 · 统计学 2016-09-28 Kacper Chwialkowski , Heiko Strathmann , Arthur Gretton

We consider the problem of goodness-of-fit testing for a model that has at least one unknown parameter that cannot be eliminated by transformation. Examples of such problems can be as simple as testing whether a sample consists of…

统计方法学 · 统计学 2021-04-28 Sean van der Merwe

We propose a new $L^2$-type goodness-of-fit test for the family of beta distributions based on a conditional moment characterisation. The asymptotic null distribution is identified, and since it depends on the underlying parameters, a…

统计方法学 · 统计学 2020-09-30 Bruno Ebner , Shawn C. Liebenberg

A consistent goodness-of-fit test for distributional regression is introduced. The test statistic is based on a process that traces the difference between a nonparametric and a semi-parametric estimate of the marginal distribution function…

统计方法学 · 统计学 2025-10-10 Gitte Kremling , Gerhard Dikta

The bivariate Poisson distribution is commonly used to model bivariate count data. In this paper we study a goodness-of-fit test for this distribution. We also provide a review of the existing tests for the bivariate Poisson distribution,…

统计理论 · 数学 2019-02-26 Francisco Novoa-Muñoz

This paper presents and examines computationally convenient goodness-of-fit tests for the family of generalized Poisson distributions, which encompasses notable distributions such as the Compound Poisson and the Katz distributions. The…

统计方法学 · 统计学 2024-11-21 A. Batsidis , B. Milošević , M. D. Jiménez-Gamero

The Pareto distribution plays a crucial role in various disciplines, necessitating robust goodness-of-fit tests for its validation. This article introduces a novel tests based on Stein's characterization and the Laplace transform, offering…

统计理论 · 数学 2026-04-27 Deepesh Bhati , Sakshi Khandelwal

We propose novel goodness-of-fit tests for the Weibull distribution with unknown parameters. These tests are based on an alternative characterizing representation of the Laplace transform related to the density approach in the context of…

统计理论 · 数学 2022-06-15 Bruno Ebner , Adrian Fischer , Norbert Henze , Celeste Mayer

We consider the goodness of fit testing problem for linear stochastic differential equation (Ornstein-Uhlenbeck process). The basic hypothesis is supposed to be composite with two-dimensional unknown parameter. We study two goodness of fit…

统计理论 · 数学 2013-05-16 Yury A. Kutoyants

This paper studies the goodness of fit test for the bivariate Hermite distribution. Specifically, we propose and study a Cram\'er-von Mises-type test based on the empirical probability generation function. The bootstrap can be used to…

统计理论 · 数学 2019-12-02 Pablo González-Albornoz , Francisco Novoa-Muñoz

We use a Stein identity to define a new class of parametric distributions which we call ``independent additive weighted bias distributions.'' We investigate related $L^2$-type discrepancy measures, empirical versions of which not only…

统计方法学 · 统计学 2023-04-27 Bruno Ebner , Yvik Swan

Logistic regression is widely used to model the propensity score in the analysis of nonignorable missing data. However, goodness-of-fit testing for this propensity score model has received limited attention in the literature. In this paper,…

统计方法学 · 统计学 2026-04-24 Manli Cheng , Yangjianchen Xu , Qinglong Tian , Pengfei Li

In many fields, data appears in the form of direction (unit vector) and usual statistical procedures are not applicable to such directional data. In this study, we propose non-parametric goodness-of-fit testing procedures for general…

统计方法学 · 统计学 2020-02-18 Wenkai Xu , Takeru Matsuda

In this paper, we develop a simple non-parametric test for testing normal distribution based on the distance between empirical zero-bias transformation and empirical distribution. The asymptotic properties of the test statistic are studied.…

统计理论 · 数学 2023-11-14 Sudheesh Kattumannil
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